To provide the mailing lists functionality to your customers, you need
to install and (in case of Plesk for Linux) configure the corresponding
component. The mailing lists support is included in new Plesk
installations by default. If it is missing from your server, you can add
it using the Plesk Installer. Look for the Mail Hosting >
Mailman component on Linux, or the MailEnable mail server
component on Windows.
In Plesk for Linux, you need to configure the mailing list component
before the mailing lists functionality can be provided to customers. To
do so, go to Tools & Settings > Set Up Mailing Lists Server
(found in the Mail section) and specify the mailing list
administrator’s email and password. After you set up the mailing list
administrator’s account, the Set Up Mailing Lists Server option will
disappear. Afterwards you can configure the mailing list software or
change your administrative username and password by browsing
https://lists.<your Plesk server hostname>/mailman/admin/mailman.

It is important to note that to use the mailing lists functionality, you
need to add “localhost” to the mail server’s white list. To do so, go to
Tools & Settings > Mail Server Settings, open the White List
tab and add 127.0.0.1 to the white list. However, this will make it
impossible to use outgoing mail control. If you need to both use
outgoing mail control and provide the mailing lists functionality to
your customers, you can suggest that your customers use mail forwarding
instead.